Market Making: High Frequency, Delta Neutral, Grid Trading (wikijob.co.uk)
BitMEX도 언급됨
If you sit and watch order books on real exchanges (visit Bitmex for an example), you can see when the price moves quickly, liquidity suddenly vanishes as market makers widen their spreads and hedge their bets.
Bitmex has an example market maker written in Python, which is a good place to start.
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